| Metric | 11382833:btcusd:triple_med_gx:lsma105_70 | 11382833:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 8.63% | 61.52% |
| Max Drawdown | -11.12% | -29.51% |
| Sharpe | 0.35 | 0.59 |
| Sortino | 0.56 | 0.86 |
| Payoff Ratio | 1.37 | 1.34 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.75 | 0.76 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 66.93 | 2.87 |
| Outlier Loss Ratio | 3.7 | 2.71 |
| Volatility (ann.) | 6.24% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.75 | 2.02 |
| Skew | 1.77 | 0.21 |
| Kurtosis | 56.85 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.64% | 3.76% |
| Expected Yearly % | 4.23% | 27.09% |
| Kelly Criterion | 5.49% | 15.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.13% |
| Expected Shortfall (cVaR) | -0.53% | -2.13% |
| Year | 11382833:BTCUSD | 11382833:btcusd:triple_med_gx:lsma105_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.50 | 0.41 | - |
| 2025 | 17.02 | -5.95 | -0.35 | - |
| Metric | 11382833:btcusd:triple_med_gx:lsma105_70 | 11382833:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.05% | 31.76% |
| 6M | -5.95% | 12.25% |
| YTD | -5.95% | 17.02% |
| 1Y | 8.63% | 57.19% |
| 3Y (ann.) | 8.39% | 59.47% |
| 5Y (ann.) | 8.39% | 59.47% |
| Metric | 11382833:btcusd:triple_med_gx:lsma105_70 | 11382833:BTCUSD |
|---|---|---|
| Max Drawdown | -11.12% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -2.19% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.78 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -11.12 | 233 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-20 | 2024-10-20 | -1.76 | 30 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-21 | 2024-08-22 | -0.86 | 0 |
| 2024-08-25 | 2024-09-17 | -0.44 | 23 |
| 2024-07-14 | 2024-07-14 | -0.36 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11382833:btcusd:triple_med_gx:lsma105_70 | 11382833:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 7.32% | 18.93% |
| Worst Week | -5.52% | -12.33% |
| Best Month | 6.63% | 37.42% |
| Worst Month | -5.69% | -17.69% |
| Best Year | 15.5% | 38.02% |
| Worst Year | -5.95% | 17.02% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.67% | -0.7% |
| Avg. Up Week | 3.02% | 9.09% |
| Avg. Down Week | -1.41% | -4.3% |
| Avg. Up Month | 3.12% | 8.92% |
| Avg. Down Month | -5.69% | -2.09% |
| Win Days % | 45.38% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |